Systematic Trader Index For September 2000

Monthly Rankings

Rank CTA/Program Sep 2000 Min Inv Inception
62 DUNN Capital Management
World Monetary and Agriculture Program (WMA)
-9.70 100k 11/1/1984
61 Hawksbill Capital Management
Global Diversified
-8.51 5,000k 11/1/1988
60 Winton Capital Management
Diversified
-7.76 50,000k 10/1/1997
59 Eclipse Capital Management
Global Monetary
-7.34 5,000k 8/1/1990
58 RAM Management Group
MRTP Aggressive
-7.32 1,000k 2/1/1998
57 Chesapeake Capital
Diversified (LV)
-7.30 100k 2/1/1988
56 M.S. Capital Management
Global Diversified Program
-6.98 2,000k 11/1/1998
55 Superfund Group
Superfund Green GCT USD
-6.91 15k 1/1/2000
54 Superfund Group
Superfund Green Q-AG
-6.29 2k 3/1/1996
53 DUNN Capital Management
DUNN Combined Fund (DCF)
-5.99 100k 5/1/1989
52 EMC Capital Advisors, LLC
Classic
-5.90 5,000k 1/1/1985
51 DUNN Capital Management
D'Best Futures Fund, L.P.
-5.50 100k 6/1/1994
50 Silicon Valley Quantitative Advisors
US Quantitative Portfolio (UQP)
-4.94 200k 11/1/1999
49 Estlander & Partners
Global XL
-4.70 5,000k 8/1/1991
48 Mark J. Walsh Company
Standard Program
-4.66 2,000k 9/1/1985
47 Abraham Trading Company
Diversified Program
-4.53 10,000k 1/1/1988
46 Estlander & Partners
Alpha Trend
-4.50 30,000k 10/1/1991
45 Hyman Beck and Company
Global Portfolio
-4.50 1,000k 3/1/1991
44 Mulvaney Capital Management
The Mulvaney Global Markets Program
-4.36 100k 5/1/1999
43 Alee Capital Management, LLC
Mistral Program
-4.13 2,500k 1/1/1999
42 SMN Investment Services GmbH
smn Diversified Futures Fund (1996)
-4.10 0k 11/1/1996
41 Rivoli Fund Management
Rivoli International Fund (MAP)
-3.75 5,000k 10/1/1996
40 John Locke Investments
Cyril Systematic Program
-3.05 8,000k 7/1/2000
39 Conquest Capital Group
Conquest Macro
-3.03 250k 5/1/1999
38 FORT LP
Fort Global Diversified
-2.91 2,000k 10/1/1993
37 MERIT Alternative Investments GmbH
Futures Portfolio
-2.83 2,000k 6/1/1998
36 Millburn Corporation
Diversified Program
-2.70 20,000k 2/1/1977
35 Parizek Capital
Futures Trading Program
-2.59 500k 4/1/2000
34 Kinkopf Capital Management
KCM S&P (Proprietary)
-2.26 100k 1/1/1999
33 Clarke Capital Management
Millennium
-2.17 1,000k 1/1/1998
32 Rabar Market Research
Diversified Program
-1.84 2,000k 1/1/1989
31 RAM Management Group
RAM MRTP 1X-Conservative
-1.80 1,000k 9/1/1993
30 Drury Capital
Diversified Trend-Following Program
-1.70 5,000k 5/1/1997
29 W.G. Wealth Guardian Ltd.
SAFI2 Program
-1.70 1,000k 9/1/1997
28 Estlander & Partners
Global Markets
-1.42 10,000k 8/1/1999
27 Lynx Asset Management AB
Lynx Program
-1.34 75k 5/1/2000
26 Rotella Capital Management
Rotella Polaris Program (Diversified)
-1.26 10,000k 1/1/1991
25 Saxon Investment Corporation
Aggressive Diversified Program
-1.24 2,000k 11/1/1993
24 Kelly Angle Inc.
Genesis Program
-1.14 2,000k 4/1/2000
23 Tactical Investment Management
Tactical Institutional Commodity Program
-1.01 10,000k 4/1/1993
22 Mondiale Asset Management
Mondiale Trading Program
-1.00 0k 9/1/1997
21 Alee Capital Management, LLC
Poniente Program
-0.93 2,500k 1/1/1999
20 Dreiss Research Corporation
Diversified Program
-0.84 1,000k 5/1/1991
19 Saxon Investment Corporation
Diversified Program
-0.46 3,000k 9/1/1988
18 Quality Capital Management
Global Diversified Programme
-0.34 10,000k 12/1/1995
17 Witter & Lester, Inc.
Stock Index Futures Trading Program
-0.10 400k 1/1/1988
16 Witter & Lester, Inc.
Redstone
0.34 500k 9/1/1994
15 Clarke Capital Management
Global Magnum
0.39 100k 8/1/1997
14 Covenant Capital Management
Original Program
0.42 5,000k 9/1/1999
13 Clarke Capital Management
Worldwide
0.47 250k 1/1/1996
12 Transtrend B.V.
DTP – Standard Risk (EUR)
0.56 10,000k 2/1/1999
11 Transtrend B.V.
DTP – Enhanced Risk (USD)
0.62 10,000k 1/1/1995
10 Transtrend B.V.
DTP – Enhanced Risk (EUR)
0.91 10,000k 8/1/1999
9 Eckhardt Trading Company
Evolution Strategies
1.48 20,000k 8/1/1991
8 Eckhardt Trading Company
Evolution Strategies 1.2X
1.65 10,000k 10/1/1991
7 Northfield Trading
Diversified
1.80 2,000k 7/1/1989
6 Trigon Investment Advisors, LLC
Foreign Exchange Program
2.70 5,000k 8/1/2000
5 Kaiser Trading Group
Kaiser Global Diversified Program - Class B
3.18 1,000k 3/1/1998
4 Clarke Capital Management
Global Basic
3.80 50k 2/1/1996
3 Crabel Capital Management
Crabel Multi-Product
4.78 1,000k 3/1/1998
2 IKOS
The IKOS Hedge Fund
6.25 10,000k 7/1/1998
1 Insch Capital Management SA
Interbank Currency Program - 3X Leverage
11.86 100k 1/1/2000

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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